Interest Rate Derivatives in a Duffie and Kan Model with...

Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach

João Pedro Vidal Nunes, Les Clewlow, Stewart Hodges
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Volume:
3
Year:
1999
Language:
english
Pages:
62
DOI:
10.1023/a:1009646430215
File:
PDF, 312 KB
english, 1999
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